+8,384.9%
PCAR vs STZ
+10,752.7%
-2,367.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.9% |
| 7D | +0.1% | +4.9% | -4.8% | -1.2% |
| 30D | -4.6% | +20.9% | -25.4% | -9.5% |
| 3M | -22.6% | +8.0% | -30.6% | -24.4% |
| 6M | -12.0% | -5.3% | -6.7% | -11.2% |
| YTD | -6.1% | +5.9% | -12.0% | -8.7% |
| 1Y | +6.3% | +14.2% | -7.9% | +1.2% |
| 3Y | +31.8% | -37.0% | +68.8% | +45.5% |
| 5Y | +104.2% | -29.7% | +133.9% | +117.6% |
| 10Y | +302.9% | +5.2% | +297.8% | +274.4% |
| All | +8,384.9% | +10,752.7% | -2,367.8% | +3,040.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling